Baruch MFE二面with Dan [2015-04-20]

iwccsbfb

一面面经： http://forum.chasedream.com/thread-977180-1-1.html

问了下简历上Big-data的问题；
C++ experience; last time use C++; Virtual functions; CDF of Standard Normal Dist. The derivative of log(CDF);
Questions need attention:
1. If strike price K is Zero; the value of the put(P)? If K goes up, what will the value of the put change? Why?
2. Denote f(K) as the function from K to P, f is convex or concave? Why?
Ans: convex; by creating a butterfly spread to prove f((k1+k2)/2)< ( f(k1)+f(k2) )/2; Therefore it is convex;
Can also prove the second partial derivative of f with respect to K is positive;
3. What is the characteristic polynomial of a matrix A? What is the coefficient of lambda^(n-1), why?
Ans: (-1)^n*trace(A)
4. Setting the characteristic polynomial to 0, we can solve the eigenvalues, why?

Any update from other schools since submitting the three questions?
Other questions?

总之，和Dan聊得挺不错的，一直都在互动，最后我问的问题他还笑了。问题基本都答出来了，不过口语表达比较一般，他说的有点快，我好几次没听懂。我说明天晚上要答复哥大OR，他说今天就会给我答复。

第二天早上拿到了录取。
谢谢Dan, 谢谢论坛上热心的Baruch前辈们；

FierceDog

顶学长

Zerowjj

楼主您好~求问一下第3题为什么特征值的n-1次方跟矩阵的迹是那个关系呢？我最近在准备二面了，有的东西还在复习想求教一下~

michaelab

牛逼！！！！！！！！！！！

SherryX

请问用了哪些复习材料呀？